Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.11% | 2.33 CHF | 2.34 CHF | 88'000 | 88'000 | 39'571 | 39'571 | 92'043 CHF | 92'847 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 2.33 CHF | 2.34 CHF | 88'000 | 88'000 | 39'581 | 39'581 | 91'288 CHF | 92'092 CHF | 100.00% | 100.00% |
11.07.2024 | 1.14% | 2.27 CHF | 2.28 CHF | 89'000 | 89'000 | 40'224 | 40'224 | 90'742 CHF | 91'561 CHF | 99.82% | 99.82% |
10.07.2024 | 1.14% | 2.24 CHF | 2.25 CHF | 89'000 | 89'000 | 40'309 | 40'309 | 90'508 CHF | 91'330 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 2.27 CHF | 2.28 CHF | 89'000 | 89'000 | 39'759 | 39'759 | 90'324 CHF | 91'129 CHF | 99.76% | 99.76% |
08.07.2024 | 1.10% | 2.29 CHF | 2.30 CHF | 88'000 | 88'000 | 39'355 | 39'355 | 91'164 CHF | 91'961 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 2.30 CHF | 2.31 CHF | 88'000 | 88'000 | 39'443 | 39'443 | 90'906 CHF | 91'709 CHF | 99.70% | 99.70% |
04.07.2024 | 1.28% | 2.33 CHF | 2.36 CHF | 35'000 | 35'000 | 28'536 | 28'536 | 66'301 CHF | 67'157 CHF | 100.00% | 100.00% |
03.07.2024 | 1.11% | 2.34 CHF | 2.35 CHF | 87'000 | 87'000 | 39'443 | 39'443 | 91'579 CHF | 92'381 CHF | 100.00% | 100.00% |
02.07.2024 | 1.11% | 2.31 CHF | 2.32 CHF | 88'000 | 88'000 | 39'297 | 39'297 | 90'982 CHF | 91'778 CHF | 99.99% | 99.99% |